-65.0%
FLUT vs M
+31.9%
-97.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.1% |
| 7D | +3.8% | +2.4% | +1.4% | +3.3% |
| 30D | +6.3% | -11.6% | +17.9% | +8.9% |
| 3M | -4.0% | +1.6% | -5.7% | -4.6% |
| 6M | -10.3% | +25.2% | -35.5% | -15.8% |
| YTD | -53.2% | +3.8% | -56.9% | -53.4% |
| 1Y | -65.0% | +36.3% | -101.4% | -68.5% |
| All | -65.0% | +31.9% | -97.0% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling